$33.88
-0.02 (-0.06%)
USD · as of 2026-08-21 · marketstack
From 750 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 37.88% | Sharpe | 1.06 |
| Sortino | 1.67 |
| Beta | 0.62 | Correlation | 0.26 |
| Up capture | 108.36% | Down capture | −63.93% |
Relative Value shows 0.41 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −26.56% | Ulcer Index | 10.84 |
| MTD | −0.06% | QTD | −10.92% |
| YTD | 60.93% | Window (ann., 3.0y) | 39.00% |
| Skewness | 0.45 | Excess Kurtosis | 4.65 |
| Omega (θ=0) | 1.21 | Tail Ratio | 1.20 |
| Gain/Pain | 0.21 | Hit Rate | 50.93% |
| Win/Loss | 1.13 | Upside Potential | 0.60 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -3.27% | -5.36% | -3.77% | -5.39% |
| CVaR (ES) | -4.93% | -8.00% | -4.76% | -6.20% |
| VaR (Cornish-Fisher) | — | — | -3.23% | -7.02% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -26.56% | 2024-03-28 | 2024-08-07 | 2025-07-14 | 90 | 232 |
| -15.41% | 2026-07-01 | 2026-07-16 | ongoing | 10 | — |
| -13.85% | 2025-07-22 | 2025-08-08 | 2025-09-30 | 13 | 36 |
| -12.83% | 2026-05-28 | 2026-06-24 | 2026-06-29 | 15 | 3 |
| -12.52% | 2023-09-27 | 2024-01-05 | 2024-03-21 | 69 | 52 |
| -12.50% | 2025-10-13 | 2025-11-17 | 2025-12-19 | 25 | 23 |
| -9.63% | 2026-01-21 | 2026-01-28 | 2026-02-20 | 5 | 16 |
| -9.63% | 2026-03-04 | 2026-03-20 | 2026-04-07 | 12 | 11 |
| -7.88% | 2026-04-21 | 2026-05-04 | 2026-05-26 | 9 | 15 |
| -5.29% | 2025-10-09 | 2025-10-10 | 2025-10-13 | 1 | 1 |
Worst depth first · lengths in trading days.